论文信息 - Some Estimators for a Random Coefficient Regression Model

Some Estimators for a Random Coefficient Regression Model

Abstract The justification of applying a random coefficient regression model in econometric work has been discussed by numerous econometricians. Hildreth and Houck have derived a set of consistent estimators for such a model. Alternatives to these are developed but analytic attempts to ascertain the small sampling properties of these alternative estimators have not been very successful so far. A Monte Carlo experiment is made and the relative performance of these estimators is described.

B. R. Froehlich

[1] Kenneth J. Arrow,et al. A Textbook of Econometrics. , 1954 .

[2] P. R. Fisk,et al. Models of the Second Kind in Regression Analysis , 1967 .

[3] C. Hildreth,et al. Some Estimators for a Linear Model With Random Coefficients , 1968 .

[4] C. Panne,et al. Quadratic Programming as an Extension of Classical Quadratic Maximization , 1960 .

[5] H. Theil. Principles of econometrics , 1971 .

[6] Thomas J. Rothenberg. Efficient Estimation with a priori Information: A Classical Approach , 1966 .

[7] J. Rao,et al. Combining Independent Estimators and Estimation in Linear Regression with Unequal Variances , 1971 .

[8] John Y. Lu,et al. A MONTE CARLO STUDY OF THE REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES , 1969 .

[9] Calyampudi R. Rao. Estimation of Heteroscedastic Variances in Linear Models , 1970 .

[10] Marc Nerlove,et al. Estimation and identification of Cobb-Douglas production functions , 1965 .

[11] A. Zellner. On the Aggregation Problem: A New Approach to a Troublesome Problem , 1969 .